Just been out and found some water lilly seed pods. I seem to recall that the seed pods are edible and you can even make a sort of pop corn with them? Before I tuck in, any idea if there are any dangers I need to be aware of, are some water lillies poisonous for eg?

Not enough info there, Andy. At least one water lily is toxic (Nymphaea tuberosa).

It says "The poisonous plant can be distinguished by its tuberous rootstock and odorless (or nearly so) flowers". Looks like you'll have to go back and dive in to find out what you want to know.

On the other hand, matters get really confused because there is also a Nymphaea tuberosa edible which, as its name suggests, is edible and its seeds can be ground to use as flour. I'm no expert, but I think I'd go out and buy some sunflower seeds instead.